JP Morgan Call 205 PGR 20.12.2024
/ DE000JK1KTP1
JP Morgan Call 205 PGR 20.12.2024/ DE000JK1KTP1 /
9/10/2024 2:12:41 PM |
Chg.+0.10 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.79EUR |
+2.13% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
205.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JK1KTP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
205.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/26/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.39 |
Intrinsic value: |
4.20 |
Implied volatility: |
0.44 |
Historic volatility: |
0.19 |
Parity: |
4.20 |
Time value: |
0.64 |
Break-even: |
234.16 |
Moneyness: |
1.23 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.10 |
Spread %: |
2.11% |
Delta: |
0.85 |
Theta: |
-0.08 |
Omega: |
3.99 |
Rho: |
0.40 |
Quote data
Open: |
4.80 |
High: |
4.80 |
Low: |
4.79 |
Previous Close: |
4.69 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.24% |
1 Month |
|
|
+78.73% |
3 Months |
|
|
+106.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.88 |
4.69 |
1M High / 1M Low: |
4.88 |
2.85 |
6M High / 6M Low: |
4.88 |
1.84 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.66 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.56% |
Volatility 6M: |
|
134.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |